Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.564 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47782.25 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46387.35 Kr¶

PnL: ---------------------------------------> -501.22 Kr¶

DD now: ---------------------------------> -1.743 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:31:49.909646'

Anic Portfolio¶

Today¶

Return: 0.148 %¶

This Week¶

Return: 0.523 %¶

Total¶

Return: 56.427 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.290000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.240000 428.600000 73.600000 20.730000 355.000000
Corem Property Group B 59 -3.470000 639.560000 62.560000 10.840000 576.999999
SAAB B 8 1.210000 3435.600000 58.600000 1.740000 3377.000000
Boozt 12 0.000000 1706.400000 52.400000 3.170000 1653.999996
HMS Networks 2 -0.610000 715.200000 42.200000 6.270000 673.000000
OEM International B 7 0.380000 557.900000 29.900000 5.660000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.370000 548.200000 21.200000 4.020000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Norva24 Group 16 1.530000 550.400000 7.400000 1.360000 543.000000
Karnov Group 9 -0.990000 542.700000 6.700000 1.250000 536.000004
AcadeMedia 12 0.300000 562.320000 5.320000 0.960000 557.000004
Resurs Holding 22 -0.150000 577.720000 3.720000 0.650000 573.999998
Swedbank A 3 0.910000 564.150000 0.150000 0.030000 564.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Essity A 4 -1.540000 1148.000000 -1.000000 -0.090000 1149.000000
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Securitas B 6 -0.320000 567.600000 -2.400000 -0.420000 570.000000
Handelsbanken A 5 -0.090000 543.500000 -2.500000 -0.460000 546.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Nordea Bank Abp 29 -0.130000 3444.620000 -9.380000 -0.270000 3453.999992
International Petroleum Corp. 5 1.840000 553.000000 -41.570000 -6.990000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
OX2 18 1.610000 1538.100000 -125.900000 -7.570000 1663.999992
Axfood 13 -0.180000 3581.500000 -174.500000 -4.650000 3756.000001
Ovzon 52 3.190000 3031.600000 -330.400000 -9.830000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46387.350000 -501.220000 -1.74304% 46888.564618

Updated:¶

'2023-01-18 11:32:02.398932'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶